+39.8%
BKNG vs PBF
+56.6%
-16.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -10.7% | +2.3% | -13.0% | -10.7% |
| 30D | -18.1% | +11.6% | -29.7% | -18.3% |
| 3M | +8.5% | +81.7% | -73.2% | +6.3% |
| 6M | -0.1% | +96.4% | -96.5% | -3.2% |
| YTD | -18.2% | +189.5% | -207.7% | -23.4% |
| 1Y | -19.9% | +180.7% | -200.6% | -25.0% |
| All | +39.8% | +56.6% | -16.8% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling